See Lemma 2.2 in [1]}.

Using these, we will prove the robustness of the stochastic Ho-Kalman Algorithm, which is stated in Theorem REF . The robustness will be up to a unitary transformation similar to Lemma REF .

The proof is obtained by following the proof of Theorem 5.3 in  [1]} and substitute \(\tilde{L}\)  for \(\hat{L}\) .
